A survey is given on the density estimates for the law density of the solution to a stochastic PDE at a fixed point. A new result is constituted by the Davies type estimates for the stochastic wave equation. (orig.)SIGLEAvailable from TIB Hannover: RO 5073(643) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekDEGerman
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very ac...
In this manuscript, we consider stochastic expressions of the parametrix method for solutions of d-d...
This extended abstract starts with a brief introduction to stochastic partial differential equations...
AbstractIn this paper we establish lower and upper Gaussian bounds for the solutions to the heat and...
AbstractWe consider a stochastic wave equation in space dimension three driven by a noise white in t...
We consider a general class of parabolic spde's [formula] with (t, x) [member of] [0, T]×[0, 1] and ...
AbstractI considered if solutions of stochastic differential equations have their density or not whe...
This dissertation is devoted to the study of some aspects of the theory of stochastic partial differ...
AbstractConsider the following general type of perturbed stochastic partial differential equations: ...
Preprint enviat per a la seva publicació en una revista científica: Theoretical Probability, 1998, v...
In this paper, we derive sufficient conditions for each component of the solution to a general backw...
We study the existence and properties of the density for the law of the solution to a nonlinear hype...
Abstract: We exhibit a class of properties of an spde that guarantees existence, uniqueness and boun...
Abstract. We prove existence of density for the real-valued solution to a 3-dimensional stochastic w...
Stochastic partial differential equations (SPDEs) can be used to model sys-tems in a wide variety of...
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very ac...
In this manuscript, we consider stochastic expressions of the parametrix method for solutions of d-d...
This extended abstract starts with a brief introduction to stochastic partial differential equations...
AbstractIn this paper we establish lower and upper Gaussian bounds for the solutions to the heat and...
AbstractWe consider a stochastic wave equation in space dimension three driven by a noise white in t...
We consider a general class of parabolic spde's [formula] with (t, x) [member of] [0, T]×[0, 1] and ...
AbstractI considered if solutions of stochastic differential equations have their density or not whe...
This dissertation is devoted to the study of some aspects of the theory of stochastic partial differ...
AbstractConsider the following general type of perturbed stochastic partial differential equations: ...
Preprint enviat per a la seva publicació en una revista científica: Theoretical Probability, 1998, v...
In this paper, we derive sufficient conditions for each component of the solution to a general backw...
We study the existence and properties of the density for the law of the solution to a nonlinear hype...
Abstract: We exhibit a class of properties of an spde that guarantees existence, uniqueness and boun...
Abstract. We prove existence of density for the real-valued solution to a 3-dimensional stochastic w...
Stochastic partial differential equations (SPDEs) can be used to model sys-tems in a wide variety of...
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very ac...
In this manuscript, we consider stochastic expressions of the parametrix method for solutions of d-d...
This extended abstract starts with a brief introduction to stochastic partial differential equations...